I'm also interested in the answer to this question as i was able to reproduce the issue, both via Studio and within a custom module. It seems that a Many2many field that is related to another many2many field doesn't pull all the results, just the results of the first record. I was able to work around this issue by not using a related many2many field and instead just using the following code with an onchange event:

helpdesk_tag.py

from odoo import models, fields, api
class HelpdeskTag(models.Model):
    _inherit = 'helpdesk.tag'
    documents = fields.Many2many('ir.attachment', string="KB Documents")
    documents_folder = fields.Many2one('documents.folder', string="KB Documents Folder") #This allows the use of domain filtering on the tag list view

helpdesk.py

from odoo import models, fields, api
class Helpdesk(models.Model):
    _inherit = 'helpdesk.ticket'
    kb_documents = fields.Many2many('ir.attachment', string="KB Documents")
    @api.onchange('tag_ids')
    def on_change_tag_ids(self):
        self.kb_documents = [(6, 0, [])]
        for record in self:
            for i in record.tag_ids:
                record.kb_documents = record.kb_documents + i.documents

This seems to work as intended and shows all the related tag documents when the tags are changed on the ticket however this might not be the best option and it would be nice if the related field would just work as you would imagine it should.